+3,858.1%
MSI vs CGNX
+12,871.6%
-9,013.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -0.5% |
| 7D | -0.4% | +3.2% | -3.6% | -1.2% |
| 30D | -0.8% | +6.0% | -6.8% | -2.4% |
| 3M | +13.9% | +3.5% | +10.4% | +11.8% |
| 6M | +1.3% | +26.3% | -24.9% | -5.8% |
| YTD | +22.3% | +79.2% | -56.9% | +3.2% |
| 1Y | -3.9% | +43.8% | -47.6% | -15.3% |
| 3Y | +69.9% | +52.0% | +17.9% | +41.7% |
| 5Y | +103.8% | -24.0% | +127.8% | +96.8% |
| 10Y | +606.4% | +189.1% | +417.3% | +364.1% |
| All | +3,858.1% | +12,871.6% | -9,013.5% | +1,006.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CGNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling